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Financial Modelling and Planning

Leverage our expertise in advanced financial modelling and planning.

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Supporting clients with portfolio planning

We provide firms with an independent assessment of their financial planning, helping them to review the evolution of their portfolios, especially those under specific modelling assumptions.

Specialist Expertise

Our experience and software help firms to calculate their accounting P&L impact under economic scenarios and puts in place an event engine for scenario generation. This allows firms to estimate and predict a portfolio's value and risk based on a range of economic criteria.

Past projects include the unification of asset representation across a bank's entire balance sheet, enabling a unified risk estimate, financial modelling and planning.

Useful links

Case study

Financial Modelling and Planning Case Studies

  • Engagement goal:

    A bank required the implementation of an engine capable of computing International Financial Reporting Standards (IFRS) P&L and risk numbers for their entire balance sheet.

    Project description:

    We implemented a pricing and risk engine for the finance and front office departments that could compute key inputs for the reporting and risk management of IFRS numbers. We introduced Open Risk Engine (ORE) that covered all of the bank’s financial instruments (deposits, loans, money market, bond and derivative trades) to compute current IFRS margins for all positions and risk numbers, providing a clear view of the bank’s overall IFRS income.

Driving the derivatives industry forward

We offer more than just Financial Modelling and Planning. Find out how we can advise your portfolio.

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By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

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